Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

High Dimensional Nonstationary Time Series | Participation: Economic Applications of Quantile Regression 2.0

Participation: Economic Applications of Quantile Regression 2.0

10.06.2019

08.06.2019. Georg Keilbar, PhD student of the IRTG 1792, visited the conference “Economic Applications of Quantile Regression 2.0” and presented “Modelling Systemic Risk using Neural Network Quantile Regression”. The conference was in Lisbon, Portugal from June 7 to June 8, 2019.